CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	96
$α$	0.0192	11.83
$β$	0.9033	295.00
$γ$	0.0770	24.11
$λ_{1}$	0.0165	5.83
$λ_{2}$	0.0234	6.70
$λ_{3}$	0.9735	245.15

V-Lab

Capgemini SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:54.81% (-2.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini SE Analyses